Dr Min Zhu
This person does not currently hold a position at QUT.
Personal details
Keywords
Emprical methods, Fund management, Investments
Research field
Banking, Finance and Investment
Field of Research code, Australian and New Zealand Standard Research Classification (ANZSRC), 2008
Qualifications
- PhD (University of Sydney)
Publications
- Zhu, M., (2013). Return distribution predictability and its implications for portfolio selection. International Review of Economics and Finance, 27, 209–223. https://eprints.qut.edu.au/54037
- Wang, Y., Shao, Q. & Zhu, M. (2009). Quantile regression without the curse of unsmoothness. Computational Statistics and Data Analysis, 53(10), 3696–3705. https://eprints.qut.edu.au/54060
- Zhu, M., Philpotts, D., Sparks, R. & Stevenson, M. (2011). A hybrid approach to combining CART and logistic regression for stock ranking. Journal of Portfolio Management, 38(1), 100–109. https://eprints.qut.edu.au/54042
- Zhu, M., (2013). Jackknife for bias reduction in predictive regressions. Journal of Financial Econometrics, 11(1), 193–220. https://eprints.qut.edu.au/54040
- Zhu, M., Philpotts, D. & Stevenson, M. (2012). The benefits of tree-based models for stock selection. Journal of Asset Management, 13(6), 437–448. https://eprints.qut.edu.au/54038
QUT ePrints
To find publications by Min, visit QUT ePrints, the University's research repository.